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Income Portfolio

Last updated Aug 13, 2022
Expense Ratio

Rank 28 of 54

0.08%
0.00%0.94%
Dividend Yield

Rank 29 of 54

1.96%
0.00%4.34%
10Y Annualized Return

Rank 53 of 54

4.32%
4.13%64.70%
Sharpe Ratio

Rank 53 of 54

-0.95
-0.980.14
Maximum Drawdown

Rank 3 of 54

-17.99%
-91.88%-17.74%

Income PortfolioAsset Allocation


Income PortfolioPerformance

The chart shows the growth of $10,000 invested in Income Portfolio in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $15,983 for a total return of roughly 59.83%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-15.00%-10.00%-5.00%0.00%5.00%MarchAprilMayJuneJulyAugust
-6.09%
-2.76%
Income Portfolio
Benchmark (^GSPC)
Portfolio components

Income PortfolioReturns

As of Aug 13, 2022, the Income Portfolio returned -10.33% Year-To-Date and 4.32% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark12.08%-4.97%-10.20%-3.65%11.89%11.81%
Income Portfolio3.96%-6.57%-10.40%-10.81%2.38%3.19%
BND
Vanguard Total Bond Market ETF
1.49%-4.92%-8.75%-9.37%0.97%1.54%
VTI
Vanguard Total Stock Market ETF
12.82%-4.78%-10.34%-4.99%13.37%13.68%
IGOV
iShares International Treasury Bond ETF
4.51%-13.44%-16.66%-20.42%-3.13%-1.11%
VEA
Vanguard FTSE Developed Markets ETF
9.24%-10.93%-13.06%-14.12%3.91%6.25%

Income PortfolioSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Income Portfolio Sharpe ratio is -0.95. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-2.00-1.000.001.00MarchAprilMayJuneJulyAugust
-1.51
-0.20
Income Portfolio
Benchmark (^GSPC)
Portfolio components

Income PortfolioDividends

Income Portfolio granted a 1.96% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

1.96%1.72%1.80%2.35%2.55%2.31%2.48%2.51%2.94%2.92%3.60%4.33%4.35%

Income PortfolioDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-11.56%
-10.77%
Income Portfolio
Benchmark (^GSPC)
Portfolio components

Income PortfolioWorst Drawdowns

The table below shows the maximum drawdowns of the Income Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Income Portfolio is 16.87%, recorded on Jun 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.87%Sep 3, 2021196Jun 14, 2022
-10.79%Mar 9, 20209Mar 19, 202049May 29, 202058
-4.59%May 9, 201332Jun 24, 201381Oct 17, 2013113
-4.48%Jan 29, 2018229Dec 24, 201842Feb 26, 2019271
-4.44%Sep 8, 201670Dec 15, 2016104May 17, 2017174
-3.65%Apr 27, 2015186Jan 20, 201640Mar 17, 2016226
-3.5%Oct 31, 201119Nov 25, 201141Jan 26, 201260
-3.46%Nov 5, 201028Dec 15, 201075Apr 4, 2011103
-2.97%Apr 16, 201036Jun 7, 201026Jul 14, 201062
-2.89%Feb 12, 202116Mar 8, 202160Jun 2, 202176

Income PortfolioVolatility Chart

Current Income Portfolio volatility is 10.32%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


0.00%10.00%20.00%30.00%40.00%MarchAprilMayJuneJulyAugust
11.48%
16.68%
Income Portfolio
Benchmark (^GSPC)
Portfolio components

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